New Help for Credit Unions with Upcoming NEV Supervisory Test Reports

2018-01-23T17:07:49+00:00 August 9th, 2016|

Credit Unions looking to output their risk rating under the NCUA’s forthcoming NEV Supervisory Test can do so automatically with’s latest report enhancement.

Tom Bowers from ZM Financial Systems comments, “The NCUA has announced it will begin rating the level of post-shock +300bps NEV and NEV sensitivity on a scale ranging from low to extreme. We’ve added standard reporting to automatically calculate this new market risk sensitivity measure. The reporting will be nearly transparent for the hundreds of institutions who rely on us either directly or indirectly for their ALM needs.”

This new report outputs book value, modeled EV in Base and up 300, and, in two additional columns, Base and up 300 EV adjusted for a standardized 1% and 4% book value premium on non-maturity shares. ZM Financial Systems has worked in cooperation with numerous clients and industry ALM providers to incorporate new calculations into their solutions ahead of regulations being finalized. Learn more about OnlineALM today.